Symbolic maximum likelihood estimation with Mathematica

被引:11
作者
Rose, C
Smith, MD [1 ]
机构
[1] Univ Sydney, Sydney, NSW 2006, Australia
[2] Theoret Res Inst, Sydney, NSW, Australia
关键词
computer algebra systems; estimate; estimator; mathematica; symbolic maximum likelihood; teaching;
D O I
10.1111/1467-9884.00233
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Mathematica is a symbolic programming language that empowers the user to undertake complicated algebraic tasks. One such task is the derivation of maximum likelihood estimators, demonstrably an important topic in statistics at both the research and the expository level. In this paper, a Mathematica package is provided that contains a function entitled SuperLog. This function utilizes pattern-matching code that enhances Mathematica's ability to simplify expressions involving the natural logarithm of a product of algebraic terms. This enhancement to Mathematica's functionality can be of particular benefit for maximum likelihood estimation.
引用
收藏
页码:229 / 240
页数:12
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